-22.4%
TYL vs DKS
+21.0%
-43.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +6.7% | -2.1% | +8.8% | +7.0% |
| 30D | +26.5% | +7.3% | +19.2% | +24.9% |
| 3M | +37.3% | -28.4% | +65.7% | +44.1% |
| 6M | +31.2% | -36.9% | +68.0% | +40.8% |
| YTD | -7.4% | -27.3% | +20.0% | -3.9% |
| 1Y | -9.6% | -33.2% | +23.7% | -4.6% |
| 3Y | +1.9% | +32.2% | -30.3% | -15.5% |
| All | -22.4% | +21.0% | -43.4% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling